0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover178.75%IV11.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1102Delta0.0431Gamma236.27Leverage Ratio-0.5245Theta0.0001Rho26.05Eff Leverage0.0046Vega